Error code 36 - help!

My hard drive is getting full so I'm trying to move my movies/TV shows to my external hard drive. Some of them have worked (most are .avi, but one .mp4 and some .mkv files have gone on) but most of my files aren't transferring, or will start then the error code 36 will come up telling me "The Finder cant complete the operation because some data in [insert show/movie here] cant be read or written. (Error code -36)."

What can I do to fix this, or do I just need to leave some of the files on my computer?

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